Kronos: Market-Hours Scheduler for AI Trading Agents

What Kronos is, in plain language

Kronos is the market-aware scheduler that decides when every Treeova AI trading agent should think, act, and review. It is the layer that turns a clever agent into a disciplined one. Instead of asking a trader to hand-author cron rules — which know nothing about the trading calendar — Kronos handles trading agent scheduling the way an experienced trading desk handles it: pre-market preparation, regular-hours execution, and after-hours review, on the market's clock and only on days the market is actually open.

The problem Kronos solves is unglamorous but expensive. Cron does not know that Thursday is Thanksgiving. Cron does not know that the equity options market closes early at 1pm ET the day after. Cron does not know that crypto runs 24/7 while US equities sleep on weekends. A naive AI trading agent scheduler that fires anyway will burn LLM budget on Saturday morning, generate stale conviction scores against last Friday's close, and — worst — try to place limit orders into a closed book. Kronos is the layer that quietly refuses to let any of that happen, so the trader never has to debug a Thanksgiving-morning ghost run.

How market-hours-aware scheduling actually works

Every Treeova agent is bound to an asset class, and every asset class carries its own trading calendar. US equity options follow the OCC calendar, US equities follow the NYSE / Nasdaq calendar, crypto follows a 24/7 schedule with no closed days at all. Kronos reads the agent's asset class first, picks the right calendar second, and only then evaluates the windows the trader has authored. This is what makes pre-market trading agent runs safe: a pre-market window for an equity options agent will simply not fire on a federal holiday, while the same window on a crypto agent will fire every single day because crypto has no closed days to skip.

Inside a single trading day, Kronos lets a single agent carry multiple windows with different purposes. The most common pattern is a three-phase day: a research pass before the open, an execution window during regular hours, and an after-hours trading review pass once the cash session closes. Each phase can carry its own conviction threshold, its own tool allow-list, and its own modality (Alert-only vs Trading), so the agent that scans for setups at 8:30am is the same agent that places orders at 10:15am and writes the closed-trade postmortem at 4:30pm — without the trader hand-coordinating three separate cron jobs that all need to know it is a half-day on December 24.

• Pre-market preparation — the research window. Agents pull overnight gap context, scan watchlist liquidity, and build a candidate trade list before the open. Kronos refuses to fire this window on holidays and weekends, so the pre-market budget is never burned against a closed book.
• Regular-hours execution — the trading window. Agents act on prepared candidates within the cash-session window only — and only while their broker venue is actually open. Half-day closes are respected automatically.
• After-hours review — the calibration window. Closed positions are reviewed, conviction-vs-outcome diagnostics are written, and reinforcement-learning feedback flows back into the agent's own calibration table for next session.
• Holiday and weekend awareness — Kronos consults the relevant trading calendar before every fire — federal holidays, exchange holidays, weekends, and known half-days. No window is fired against a closed market.
• Per-agent timezone and asset-class gating — an equity options agent and a crypto agent on the same account inherit different calendars from their own asset class, and each agent runs in its own configured timezone so a Pacific-time trader sees pre-market fire at the right local clock.

The ASI Evolution Engine sits behind Kronos and tunes the parameters that govern how aggressively a window fires, how it backs off on rate-limited days, and how it reacts to degraded data — all without rewriting any product code. The Treeova companion to the evolution engine whitepaper makes the promise of that approach explicit:

“It promises structured, scored, reversible experimentation.”

That is exactly the contract Kronos inherits: the scheduling envelope is tunable, every change is auditable, and nothing the engine adjusts can silently destabilise a live trading agent's day.

Where Kronos fits in the wider Treeova stack

Kronos is not a standalone product — it is the time dimension of the Meta-Agent Trading Stack. When an Arch-AGI conviction pass needs to run pre-market, Kronos is what wakes it. When the Navigator copilot wants to know the agent's last review summary, Kronos is what scheduled the write. When the Lossless Context layer needs a clean session boundary at the close, Kronos is what fires the boundary. Without Kronos, every other intelligence layer would either over-fire (burning budget) or under-fire (missing the open) — and the trader would have to babysit.

The Meta-Agent Trading Stack companion describes the runtime philosophy that Kronos enforces in the time domain:

“the runtime decides what is allowed to happen next.”

Kronos is the part of the runtime that decides when. Combined with the executor's modality wall (Alert-only agents can never place orders) and the per-agent risk envelope (stop-loss, profit target, 20% concentration cap, $50 minimum buying power gate), the trader gets a system where time, action, and risk are each gated independently. No single failure mode can cascade into a wrong-time, wrong-modality, wrong-size trade.

Kronos also coordinates with the platform's broker-integration layer. A pre-market window pointed at an Alpaca paper account behaves identically to the same window pointed at a Tradier live account — same calendar logic, same holiday handling, same half-day awareness. The only thing that changes between paper and live is the destination of the fill. That is what lets a trader rehearse trading agent scheduling for weeks on paper and then redirect the same agent to a live broker without rewriting a single window.

What this is not

Kronos is not a generic cron replacement. It is built specifically for market-hours agent automation, and it will refuse to schedule against schedules that do not map to a known asset-class calendar. Traders who want a true general-purpose scheduler for non-market workloads should not bend Kronos to that shape; the discipline of the calendar is the product.

Kronos is also not a backtester. It schedules forward-looking runs against the current trading calendar; it does not replay historical sessions. Backtesting and forward simulation live in separate parts of the platform, with their own evaluation contracts and their own audit trails. And Kronos is not infallible — exchange holidays change, half-days are added or removed, and the platform reserves the right to fail closed (skip the window) when the calendar source is degraded rather than fire blindly into uncertainty. Failing closed is the conservative default precisely because a missed window is recoverable, while a fired-into-a-closed-market window may not be.

Use cases — who actually benefits, and when

The clearest beneficiary is the part-time trader with a full-time job. The market opens at 9:30am ET; the part-time trader cannot. A Kronos-scheduled Alert-only agent fires a pre-market scan at 8:30am, drops the candidate list into the trader's inbox before the commute, executes nothing during the day (modality wall enforced), and writes a closed-trade review at 4:30pm — entirely within the market-hours envelope the trader specified. The trader checks their phone at lunch and on the train home. The agent does the watching.

The rules-based options seller uses Kronos to enforce ritual. A delta-30 put credit spread program that fires every Monday at 10:00am ET is one Kronos window. It will not fire on Martin Luther King Day, it will not fire on Memorial Day, and it will not fire at 1:01pm if the previous Thursday was Thanksgiving and Friday was a half-day that pushed Monday's settlement math sideways. The seller does not have to remember which Mondays to skip; Kronos remembers.

The systematic builder running a small fleet of asset-class-specialised agents leans on Kronos hardest. A trend-day equity options agent, an earnings-IV-crush options agent, and a mean-reverting crypto agent all live under the same account. Each inherits a different calendar from its asset class; each carries its own three-phase day (prep / execute / review). Kronos coordinates all of them, so the crypto agent fires Saturday morning while the two options agents quietly sleep through the weekend.

Finally, the trader who has been burned by stale-data signals uses Kronos as a freshness contract. Pre-market runs always read pre-market data, regular-hours runs always read live regular-hours data, and after-hours runs always read settlement-quality data. No window reads from the wrong session because no window fires in the wrong session. That guarantee — boring but structural — is the actual product.

What happens when you start using it

On day one, the recommended path is a single Alert-only agent with a single Kronos window — usually a regular-hours scan at a sensible cadence. The trader watches the alerts roll in, confirms that the windows fire on real trading days and stay silent on weekends and holidays, and tunes the conviction threshold until the noise level matches their attention budget.

Within a week, most traders expand to a three-phase day: pre-market preparation, regular-hours execution (still Alert-only), and an after-hours review. The after-hours review is where the platform starts paying compound interest — the closed-trade calibration loop begins populating, the regime-segmented track record begins to form, and the trader sees the first evidence of whether their thesis actually behaved the way they expected during the session that just ended.

In month one, the same agent is graduated to Trading modality on a paper account. The Kronos schedule does not change; only the modality does. Pre-market still preps, regular-hours now executes (within the risk envelope), and after-hours still reviews. The Live Observability Pulse streams a 60-second health beat showing which windows fired, what each one produced, and where any window was deliberately skipped because the calendar said so.

By month two or three, if the trader is comfortable, the same agent is re-delegated to a live broker — Tastytrade, Robinhood, Webull, Alpaca, TradeStation, or Lightspeed — through Treeova's broker integrations. The Kronos windows carry over unchanged. The calendar logic, the holiday handling, the half-day awareness, and the after-hours trading review all behave identically against the live venue. The only thing that changes is the destination of the fill, and the trader keeps the kill switch.

The long-term outcome is not that the agent never misses an opportunity. The long-term outcome is that the agent never fires at the wrong time. Trading agent scheduling done badly is a slow drain on budget and a fast source of wrong-session decisions. Trading agent scheduling done by Kronos is invisible — which is precisely the point. The trader notices Kronos only when they look at the audit trail and realise the agent has been quietly skipping holidays, respecting half-days, and waking up on the open for months, exactly as instructed and never otherwise.